+317.0%
FWONK vs ARWR
+1,081.9%
-764.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.1% | -4.0% | +4.1% | +0.5% |
| 30D | -7.7% | -5.0% | -2.7% | -7.3% |
| 3M | +5.7% | +11.3% | -5.6% | +4.1% |
| 6M | +13.5% | +42.6% | -29.1% | +8.5% |
| YTD | -3.0% | +24.8% | -27.8% | -6.2% |
| 1Y | -6.4% | +178.8% | -185.2% | -17.8% |
| 3Y | +43.8% | +183.3% | -139.5% | +19.9% |
| 5Y | +98.6% | +29.5% | +69.1% | +74.1% |
| All | +317.0% | +1,081.9% | -764.9% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling